3 Description

Let X=Xi:i=1,2,…,m denote a vector of random variables each having a Poisson distribution with parameter λi>0. Then

ProbXi=ki=e-λiλikiki!, ki=0,1,2,…

The mean and variance of each distribution are both equal to λi.

nag_prob_poisson_vector (g01skc) computes, for given λi and ki the probabilities: ProbXi≤ki, ProbXi>ki and ProbXi=ki using the algorithm described in Knüsel (1986).

The input arrays to this function are designed to allow maximum flexibility in the supply of vector arguments by re-using elements of any arrays that are shorter than the total number of evaluations required. See Section 2.6 in the g01 Chapter Introduction for further information.